Tough to say. I like different ones for different reasons. Halo because I use to LAN party the first three with friends all the time. I remember with our game settings, we'd have like hours long matches on Sidewinder and Blood Gulch with CTF. It's an amazing LAN party experience.
I love post-apocalyptic shooters, which would include the STALKER series, the modern Fallout games, and the Metro series. Seclusion, survival, it's just a setting I almost always find interesting.
I then enjoy online multiplayer shooters, which includes Team Fortress 2, Overwatch, and Battlefield games.
This might be the hardest genre for me to pick a favorite out of lol